Telephone: +44 (0)20 7920 9128
Asset Swap Workshop, (One Day)
This is a one-day workshop explaining how swaps and fixed income securities are combined to create asset swap packages. The workshop will cover:
Training will be in a workshop format. This will include a mixture of presentation and case study material. The course is designed for up to ten staff.
Below is a summary of the workshop. The content has been placed in a logical sequence and addresses the pricing, structuring and risks associated with asset swaps.
Interest rate swaps
Fixed income securities
Combining swaps & bonds
Comparison with FRNs
Assets swaps - advantages for clients
Asset swaps - disadvantages for clients
Valuation of the asset swap
The risks associated with an asset swap package
Asset swapping non-vanilla bonds
Learn about the following: How asset swaps work. Why investors use asset swaps. Par/par structures. The risks asset swaps produce.
24th December 2010
In the proposed "Dear CEO letter" on Senior Asset & Liability Management Committee Practices (November 2010) the FSA picks up on ALM. Why is the FSA addressing this topic?